+825.1%
ICE vs GNRC
+2,077.0%
-1,251.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.5% |
| 7D | -0.9% | +3.2% | -4.0% | -1.4% |
| 30D | +4.0% | -9.5% | +13.5% | +5.4% |
| 3M | +11.0% | -28.5% | +39.5% | +15.9% |
| 6M | -5.0% | -10.0% | +5.0% | -5.4% |
| YTD | -2.7% | +36.7% | -39.4% | -11.0% |
| 1Y | -8.6% | +2.6% | -11.2% | -12.5% |
| 3Y | +41.4% | +61.9% | -20.5% | +20.6% |
| 5Y | +39.9% | -59.0% | +98.9% | +46.9% |
| 10Y | +214.9% | +444.8% | -229.9% | +89.1% |
| All | +825.1% | +2,077.0% | -1,251.9% | +256.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GNRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling